Look Up exuber's Test/Procedure Functions by Family

Naming conventions (radf_/_test/dating_/ monitor_/root_, see vignette("naming-and-analysis")) are a guide, not a contract – easy to misremember, and occasionally traded off deliberately (monitor() is ADF-family internally but named for what it does). This is the actual, queryable source of truth: which of the package's test/dating/monitoring/root-inference functions belong to which family.

Usage

exuber_functions(family = NULL)

Arguments

family

One of "adf" (built on the recursive-ADF core), "test" (a standalone hypothesis test), "dating" (point-estimation/model-selection, no formal test), "monitor" (real-time/sequential), "root" (confidence-interval inference on the explosive root), "regression" (point estimation, no test), or NULL (default) for every function. A function can belong to more than one family (monitor() is both "adf" and "monitor").

Value

A tibble with columns name, family, and description, one row per function.

See also

vignette("naming-and-analysis", package = "exuber") for the full naming scheme and which functions plug into summary()/datestamp/tidy/autoplot.

Examples

exuber_functions()
#> # A tibble: 33 × 3
#>    name          family description                                             
#>    <chr>         <chr>  <chr>                                                   
#>  1 radf          adf    The recursive ADF/SADF/GSADF/BSADF statistic (Phillips,…
#>  2 radf_mc_cv    adf    Monte Carlo critical values for radf().                 
#>  3 radf_wb_cv    adf    Wild bootstrap critical values for radf() (heteroskedas…
#>  4 radf_wb_ps_cv adf    Phillips & Shi (2020) wild bootstrap critical values wi…
#>  5 radf_sb_cv    adf    Panel sieve bootstrap critical values for radf().       
#>  6 radf_tt       adf    Time-transformed test (STADF/GSTADF), bootstrap-free he…
#>  7 radf_tt_cv    adf    Pivotal asymptotic critical values for radf_tt().       
#>  8 radf_sign     adf    Sign-based sPWY/sPSY test, exactly invariant to heteros…
#>  9 radf_sign_cv  adf    Critical values for radf_sign().                        
#> 10 radf_sign_dm  adf    Recursively demeaned sign-based test, robust to determi…
#> # ℹ 23 more rows
exuber_functions(family = "monitor")
#> # A tibble: 4 × 3
#>   name             family      description                                      
#>   <chr>            <chr>       <chr>                                            
#> 1 monitor          adf,monitor Real-time monitoring (Family A); reuses radf()'s…
#> 2 monitor_cusum    monitor     CUSUM/CUSUMV real-time monitoring, closed-form b…
#> 3 monitor_lbi      monitor     Sequential extension of lbi_test(), constant-bou…
#> 4 monitor_quantile monitor     QPWY recursive quantile-regression monitoring, e…
exuber_functions(family = "test")
#> # A tibble: 5 × 3
#>   name           family description                                             
#>   <chr>          <chr>  <chr>                                                   
#> 1 lbi_test       test   Locally best invariant test for a bubble spanning the w…
#> 2 ssu_test       test   Stochastic explosive-coefficient test on squared first …
#> 3 quantile_test  test   Quantile-regression global test, an alternative to the …
#> 4 cobubble_test  test   KPSS-type co-explosive test between two series (Evripid…
#> 5 radf_sbz_union test   SBZ union-of-rejections test (supDF and supBZ, paired b…